+341.0%
COP vs ACGL
+270.2%
+70.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.2% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | +17.5% | -1.0% | +18.5% | +18.0% |
| 3M | +13.4% | +11.0% | +2.3% | +6.6% |
| 6M | +17.7% | -0.3% | +18.1% | +16.8% |
| YTD | +46.6% | +2.3% | +44.3% | +42.9% |
| 1Y | +44.6% | +6.4% | +38.2% | +37.5% |
| 3Y | +20.7% | +34.0% | -13.3% | -4.3% |
| 5Y | +185.0% | +161.6% | +23.4% | +40.6% |
| All | +341.0% | +270.2% | +70.8% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling